Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo (Q1702290): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1603.02834 / rank | |||
Normal rank | |||
Revision as of 22:04, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo |
scientific article |
Statements
Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo (English)
0 references
28 February 2018
0 references
intractable likelihood
0 references
rare event simulation
0 references
sequential Monte Carlo
0 references
stopped Markov process
0 references
time reversal
0 references
